Support Board
Date/Time: Sun, 24 Nov 2024 06:30:43 +0000
Post From: Adding Position in Spreadsheet System for Trading
| [2013-09-24 14:32:28] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
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I'm facing a related problem. I have enabled AllowMultipleEntries...I have also set the SignalOnlyOncePerBar to TRUE. What I want is that it should only add a new position once per bar, then if the same condition holds on the next bar it should another, and so on. But only ONE CONTRACT per bar whether ENTERING or ADDING to the position.(I also set SignalOnBarCloseOnly to TRUE). The order qty is set at 1 and the max qty is 20. Here's what is happening. When it sees a TRUE signal (Buy OR Sell) it jumps in AT THE SAME PRICE with multiple instances i.e. several orders, all at once, and thus initiates with n SEPARATE fills all at the same price/same bar (where n>1) where I only intended 1. Any clues? I am using Renko Bars (when bar closes and certain conditions are true, Buy or Sell as the case may be). The entry logic is: If no position exists and the Entry conditions = TRUE, Enter (Buy) with 1 contract. If long position exists and Entry conditions = TRUE, then ONLY IF price is higher than previous fill price by x, then Enter again (Buy). Date Time Of Last Edit: 2013-09-24 14:33:53
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